+550.7%
ISRG vs FERG
+440.7%
+110.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | -0.6% |
| 7D | -6.8% | +6.4% | -13.2% | -8.2% |
| 30D | +5.1% | +19.9% | -14.8% | +0.8% |
| 3M | +12.0% | +5.6% | +6.5% | +10.4% |
| 6M | +7.0% | +9.2% | -2.2% | +4.5% |
| YTD | -20.6% | +20.6% | -41.3% | -24.5% |
| 1Y | -21.4% | +5.7% | -27.1% | -23.1% |
| 3Y | +62.0% | +73.6% | -11.6% | +39.9% |
| 5Y | +28.1% | +86.2% | -58.1% | +6.6% |
| 10Y | +550.7% | +440.7% | +110.0% | +394.3% |
| All | +550.7% | +440.7% | +110.0% | +394.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FERG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling